In this paper we explore the possibility of using magnetorheological (MR) fluids in haptic interfaces, exploiting their property of changing the rheological behaviour by tuning an external magnetic field. In particular, we propose two different prototypes of haptic display, for pinch grasp and for whole-hand immersive exploration. We briefly report on the design of these devices, describe few psychophysical experiments to assess their performance, and report on the experimental results. Such investigation is rather encouraging, and provides reliable cues as to how MR fluid based devices can be designed for haptic display applications.